+3,988.2%
STRL vs BB
+33.0%
+3,955.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.5% | +9.5% | +13.9% |
| 7D | -13.3% | +15.0% | -28.3% | -15.7% |
| 30D | -43.3% | +3.5% | -46.8% | -43.8% |
| 3M | -46.9% | +2.7% | -49.5% | -47.4% |
| 6M | -65.6% | +44.7% | -110.3% | -68.1% |
| YTD | -5.1% | +143.3% | -148.4% | -20.0% |
| 1Y | -23.1% | +102.2% | -125.3% | -33.1% |
| 3Y | +346.8% | +156.1% | +190.7% | +260.0% |
| 5Y | +907.2% | -17.6% | +924.8% | +826.0% |
| 10Y | +3,988.2% | +29.0% | +3,959.2% | +2,588.0% |
| All | +3,988.2% | +33.0% | +3,955.1% | +2,588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling